Design of RLS Wiener estimators from randomly delayed observations in linear discrete-time stochastic systems

DOI10.1016/J.AMC.2010.09.039zbMATH Open1219.93123OpenAlexW2055559388WikidataQ59552317 ScholiaQ59552317MaRDI QIDQ618061FDOQ618061

Authors: Seiichi Nakamori, Aurora Hermoso-Carazo, Josefa Linares-Pérez 

Publication date: 14 January 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.09.039

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zbMATH Keywords

discrete-time stochastic systemrandomly delayed observationsRLS Wiener fixed-point smoothercovariance informationrecursive least-squares (RLS) Wiener filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Linear optimal filtering for discrete-time systems with random jump delays
• Linear unbiased state estimation under randomly varying bounded sensor delay
• New design of estimators using covariance information with uncertain observations in linear discrete-time systems
• On Kalman Filtering for Detectable Systems With Intermittent Observations
• The problem of state estimation via asynchronous communication channels with irregular transmission times
• Optimal recursive estimation with uncertain observation
• Title not available (Why is that?)

Cited In (2)

• RLS Wiener estimators from observations with multiple and random delays in linear discrete-time stochastic systems
• Information fusion algorithms for state estimation in multi-sensor systems with correlated missing measurements

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